This application will serve as the foundation on which the Principal Investigator will build a line of research dedicated to the area of nicotine dependence treatment for depressed smokers. Cigarette smoking is the single most important preventable cause of morbidity, mortality, and excess health costs in the United States. Depressive symptoms have been identified as a major barrier to smoking abstinence, and depressed women attempting smoking cessation may be particularly vulnerable to relapse related to negative affect. Consequently, researchers have identified the need for smoking interventions specifically targeting depressed women. Mood management interventions have been shown to increase the smoking abstinence rates for depressed smokers. Exercise is effective in the treatment of depression and is an aid for smoking cessation among women, but has not been studied in depressed smokers. Further, exercise interventions for smoking cessation have not included pharmacotherapy (e.g., nicotine patch). The proposed project addresses the current lack of effective smoking interventions specifically targeting depressed women. The specific aims of this pilot study are: 1) to evaluate the feasibility of an individually-tailored exercise intervention for depressed smokers, 2) to evaluate in a pilot randomized trial the effect of the exercise intervention compared to a health education intervention on the smoking abstinence rates at the end of treatment (week ten) and at week 24, 3) to examine the effect of the exercise intervention on depressive symptoms, and 4) to examine the relationship between baseline depressive symptoms, exercise adherence, and change in exercise levels among those assigned to the exercise intervention. We hypothesize that the exercise intervention will be feasible and associated with higher seven-day point-prevalence smoking abstinence rates than the health education intervention at weeks 10 and 24. Sixty women between the ages of 18 and 50 who are classified as depressed, based on a Center for Epidemiologic Studies - Depression Scale (CES-D) score of greater than or equal too $16, will be randomly assigned to a ten week individual program of: 1) individually-tailored, moderate-intensity exercise or 2) health education. Participants in both conditions will receive nicotine patch therapy and nicotine dependence counseling. Data collected will provide feasibility and effect size estimates to be used for an R01 submission. The ultimate goal of this work is to develop effective interventions that will reduce future tobacco-related morbidity and mortality among depressed smokers.